I am running a loop every 0.1 seconds to fetch data from zerodha server through websocket connection. My aim is to have 1 data point per second. I saw the exchange time stamp and now that data of some seconds are missing. Is this normal ? or my code is bad ? Is it possible to get 1 data point per second?
This is real-time data published by the exchange. Ensure that the scrip you're checking has enough liquidity to capture the data per second.